Stop hunts around session highs and lows: a skeptical look
Posted: Sat Oct 31, 2026 11:33 am
Blunt opinion first: the phrase stop hunt explains too much. It gets applied to every wick that goes through a level and comes back, and an explanation that fits every outcome is not an explanation.
Start with what is real. Stops do cluster just beyond obvious highs and lows, because that is where traders are taught to put them. When price trades through those levels, the orders get triggered, and the triggered orders add to the move. That is ordinary market structure and needs no villain.
What is much harder to show is intent. The idea that a specific party pushed price there deliberately to collect those stops is a claim about motive, and a chart cannot confirm motive. The same wick would appear if price simply ran out of buyers at that level. The story gets added afterward.
There is also selection bias. Every sweep that reversed becomes a memorable hunt, and every sweep that kept going becomes a breakout that nobody mentions in the hunt thread. The sample of remembered hunts is built from the winners of the theory.
Brokers get blamed too. Spread widening around session transitions can make a wick reach a stop level that the bid chart never touched. That does happen on some feeds, and the fix there is comparing a stop's trigger price against a different price source, not a theory about being targeted.
So what is usable? Treat session highs and lows as areas where liquidity is concentrated and the outcome is uncertain. Wait to see whether price is accepted beyond the level, with a close and a hold, or rejected with a quick return. Position stops somewhere that does not depend on the level being respected.
The sweep-and-reverse pattern is real as a behavior. The claim of deliberate hunting is the part that deserves doubt.
Has anyone tested sweeps of the session high or low against a plain count, including the ones that kept running, to see how often reversal really follows?
Start with what is real. Stops do cluster just beyond obvious highs and lows, because that is where traders are taught to put them. When price trades through those levels, the orders get triggered, and the triggered orders add to the move. That is ordinary market structure and needs no villain.
What is much harder to show is intent. The idea that a specific party pushed price there deliberately to collect those stops is a claim about motive, and a chart cannot confirm motive. The same wick would appear if price simply ran out of buyers at that level. The story gets added afterward.
There is also selection bias. Every sweep that reversed becomes a memorable hunt, and every sweep that kept going becomes a breakout that nobody mentions in the hunt thread. The sample of remembered hunts is built from the winners of the theory.
Brokers get blamed too. Spread widening around session transitions can make a wick reach a stop level that the bid chart never touched. That does happen on some feeds, and the fix there is comparing a stop's trigger price against a different price source, not a theory about being targeted.
So what is usable? Treat session highs and lows as areas where liquidity is concentrated and the outcome is uncertain. Wait to see whether price is accepted beyond the level, with a close and a hold, or rejected with a quick return. Position stops somewhere that does not depend on the level being respected.
The sweep-and-reverse pattern is real as a behavior. The claim of deliberate hunting is the part that deserves doubt.
Has anyone tested sweeps of the session high or low against a plain count, including the ones that kept running, to see how often reversal really follows?